+69.2%
FERG vs SGI
+50.6%
+18.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.6% | -0.7% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | -15.1% | +5.5% | -20.6% | -16.8% |
| 3M | -4.8% | -3.6% | -1.2% | -4.0% |
| 6M | -2.5% | -15.0% | +12.6% | +2.2% |
| YTD | +1.8% | -23.0% | +24.8% | +10.2% |
| 1Y | -0.3% | -18.4% | +18.1% | +5.2% |
| 3Y | +52.9% | +57.8% | -4.8% | +26.8% |
| All | +69.2% | +50.6% | +18.6% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling